MSF500 Weak Convergence, 7,5 hec

The course deals with weak convergence of probability measures on Polish spaces. Here the principal examples of Polish spaces are the space C = C[0,1] of continuous trajectories and the space D = D[0,1] of cadlag trajectories. Main topics: - Portmanteau and mapping theorems - Tightness and Prokhorov theorem - Functional central limit theorems on C and D - Empirical distribution functions and the Brownian bridge - Weak convergence on D[0, infinity)
Syllabus

  

The course is
  • given in the second half of spring

 

Course information 2021
The course is cancelled 2021

 

Course information 2020

The course is cancelled 2020

Course information 2019

Course information 2017

Course information 2015

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Page manager Published: Thu 15 Apr 2021.